A MIXED SUPERLINEARLY CONVERGENT ALGORITHM WITH NONMONOTONE SEARCH FOR CONSTRAINED OPTIMIZATIONS |
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| Authors: | Xu Yifan\ Wang WeiFudan Univ Shanghai |
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| Institution: | Xu Yifan\ Wang WeiFudan Univ.,Shanghai2 0 0 4 33.Shanghai Tiedao Univ.,Shanghai2 0 0 331 |
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| Abstract: | In the paper, a new mixed algorithm combined with schemes of nonmonotone line search, the systems of linear equations for higher order modification and sequential quadratic programming for constrained optimizations is presented. Under some weaker assumptions,without strict complementary condition, the algorithm is globally and superlinearly convergent. |
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| Keywords: | Strict complementary condition nonmonotone line search constrained optimization convergence |
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